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Probability Distribution

The document discusses different types of probability distributions including discrete, continuous, binomial, Poisson, and normal distributions. It provides examples of each type of distribution and outlines some of their key properties. For example, it notes that the binomial distribution has two parameters n and p, its mean is np, and it approaches the Poisson distribution when n is large and p is small.

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Rabbul Hossain
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17 views4 pages

Probability Distribution

The document discusses different types of probability distributions including discrete, continuous, binomial, Poisson, and normal distributions. It provides examples of each type of distribution and outlines some of their key properties. For example, it notes that the binomial distribution has two parameters n and p, its mean is np, and it approaches the Poisson distribution when n is large and p is small.

Uploaded by

Rabbul Hossain
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Probability Distribution

Homayora Yeasmin
Lecturer & Acting Head
Department of Agricultural Statistics & Bioinformatics
Khulna Agricultural University, Khulna

Random variable
The variable each of which is associated with a defined probability, it is called random variable.
For example, if 5 coins are tossed, 0,1,3,4 and 5 flowers may appear. The number flower is a
random variable.

Discrete random variable


A random variable is defined over a discrete sample space (i.e., that may only take on a finite or
countable number of different isolated values) is referred to as discrete random variable.
More examples-

 Number of telephone calls received in a telephone booth.


 Number of bubbles in a glass.
 Number of under five children in a family.
 Number of correct answers in 100 MCQ type examinations.

Continuous random variable


A random variable is defined over a continuous sample space (i.e., which may only take on any
value in a certain interval or collection of intervals) is referred to as Continuous random variable.
More examples-

 Time taken to serve a customer in a bank counter.


 Weight of a six month old baby.
 Rate of interest offered by a commercial bank.
 Longevity of an electric bulb.
 Temperature recorded by the meteorological office.

Probability distribution
If the values of a random variable are arranged according to their probability, it is called the
probability distribution of the random variable. Probability distribution dictates what we should
expect to observe in a frequency distribution
Let X denoted represents the probabilities of a random variable X by mathematical formula.
Such a formula would necessarily be a function of the numerical values x, that is denoted by f(x),
g(x), ln(x) and so on. Hence we write f(X=x)=P(X=x). If it is a discrete variable then its
probability distribution is called discrete probability distribution and its probability function is
denoted by P(X). On the other hand, if the variable continuous the distribution is called
continuous probability distribution and its probability function is usually expressed by f(X).
According to the law of probability the sum of the probabilities of all values of a variable is 1.
𝑛
i.e., ∑X P(X) = 1 similarly, ∫𝑋 𝑓(𝑋)𝑑𝑋 = 1

Binomial distribution

Let, P be the probability of occurrence and q be the probability of not occurrence of a particular
event in a single trial so that p+q=1. If the experiment is repeated for n independent trials, the
probability of occurrence of an event x times (and not occurring n-x times) may be expressed as

P(x) = 𝐶𝑥𝑛 𝑃 𝑥 𝑞 𝑛−𝑥 ; 𝑥 = 0,1,3, … , 𝑛

The event of occurrence is sometimes termed as success and not occurrence is termed as failure
and the distribution is known as Binomial distribution.

Swedish Mathematician Bernoulli first discovered the Binomial distribution 1700. The
distribution is also known Bernoulli distribution.

Condition of binomial distribution

 There are fixed number of trials.


 The trials are independent.
 There are two outcomes for each trial such as success and failure.
 Probability of success remains constant from trials to trails.
 The number of success x (x=0,1,,3,…,n) in trials is a discrete random variable.

Properties of binomial distribution

 It is a discrete probability distribution with parameters n and p.


 Mean of the binomial distribution is np, variance is npq and mean is always greater than
the variance.
 It is a skew distribution except for p=q=1/2.
 Binomial distribution tends to be Poisson distribution if the number of trials, n is very
large (n→∞) and the probability of success P is very small (P→0).
 Binomial distribution approaches to normal distribution if the number of independent
trials, n is very large (n→∞) and neither p nor q is very small 𝛽𝛾.
𝑞−𝑝
 Co-efficient of skewness is SK= .
√𝑛𝑝𝑞
1−6𝑝𝑞
 Excess of Kurtosis is, 𝛾2 = 𝛽2 − 3 = .
npq
Mean of the binomial distribution is greater than its Variance

Proof:

Variance = npq

= np(1-p)

=np-n𝑝2

=mean- n𝑝2

Or, mean=Variance+ n𝑝2

That means, mean>variance

(Proved)

Poisson distribution
Let m be the mean or expected number of success in a specifiedtime or spaceand the random
variable X designate the number of success in a given time interval or specified region. Then the
probability distribution of X a Poisson distribution is given by the formula-
𝑒 −𝑚 𝑚 𝑥
𝑃(𝑋) = ; 𝑥 = 0,1,2,3, … , ∞
𝑥!
Where, e is a constant and e=2.71828, m is the only parameter of the distribution and x is any
positive value X can assume.

Examples:

 Number of road accident in a city in some unit of time.


 Number of printing mistakes in each page of a book.
 Number of unfilled grain per panicle.
 Number of defective screws per box of 100 screws.
 Number of bacterial colonies in a given culture per unit area of microscope lab.
 Number of deaths by heart attack in fixed time.
 Number of death of a cattle in a certain area by certain disease.
Properties of Poisson distribution

 Poisson distribution is a discrete probability distribution.


 Poisson distribution has only one parameter.
 Mean=Variance=m
 Poisson distribution is skewed and the measure of skewness is-
1
𝛾1 = √𝛽1 = √m.
1
 Kurtosis, 𝛽2 = 3 + 𝑚.
 Since, 𝛽2 > 3, the distribution is leptokurtic.
 Poisson distribution is a limiting form of binomial distribution when the number of
independent trial is very large and the probability of success is very small.

Normal distribution
A random variable x is said to have normal distribution with parameters μ (mean) and σ(standard
deviation) if its density function is given by
1
1 − (𝑥−𝜇)2
𝑓(𝑥) = 𝑒 2𝜎2 ; -∞≤x≤∞
б√2𝜋

Where, e=2.71828 and π=3.14157

Importance of normal distribution

 Normal distribution has wide application in statistical quality control in industry for
setting control limits.
 The entire theory of small sample tests, viz., F, 𝜒 2 , t test etc. is based on the fundamental
assumptions that the percent populations from which the samples have been drawn follow
normal distribution.
 Many of the sampling distributions, e.g., student’s t, Snedecor’s F, Ch-square distribution
etc., tends to normality for large samples.

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